+2,189.7%
APH vs PBF
+294.5%
+1,895.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -6.7% | +0.5% | -5.4% |
| 7D | -2.4% | -0.9% | -1.5% | -2.3% |
| 30D | -9.5% | -13.7% | +4.2% | -8.1% |
| 3M | -7.6% | +10.6% | -18.2% | -9.2% |
| 6M | +12.4% | +61.2% | -48.8% | +5.0% |
| YTD | +17.5% | +172.7% | -155.2% | +1.1% |
| 1Y | +16.4% | +111.0% | -94.6% | +3.3% |
| 3Y | +281.6% | +73.6% | +208.1% | +235.8% |
| 5Y | +317.7% | +479.7% | -161.9% | +198.1% |
| 10Y | +967.8% | +312.9% | +654.9% | +575.1% |
| All | +2,189.7% | +294.5% | +1,895.2% | +1,228.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PBF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling